Heat oil in a large soup pot over medium heat. Add onion and cook, stirring frequently until soft. Add the chicken and continue cooking and stirring so that it does not stick. When the chicken is browned, add the carrots, celery, mushrooms, bell pepper and sausage.
Pour in the broth, and bring to a boil. Add the rice, and season with cayenne, salt and pepper. Cover and cook over low heat for 20 minutes, until rice is tender and broth has been absorbed.